The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.
Asymptotic theory for multivariate GARCH processes
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Engle, R. F. (1982) · Econometrica · doi:10.2307/1912773 · Cited by 20,795
Cited by
Multivariate GARCH models: a survey
Bauwens, L., Laurent, S., & Rombouts, J. V. K. (2006) · Journal of Applied Econometrics · doi:10.1002/jae.842 · Cited by 2,045
Silvennoinen, A., & Teräsvirta, T. (2009) · Handbook of Financial Time Series · doi:10.1007/978-3-540-71297-8_9 · Cited by 452
Modelling Nonlinear Economic Time Series
Teräsvirta, T., Tjøstheim, D., & Granger, C. W. J. (2010) · doi:10.1093/acprof:oso/9780199587148.001.0001 · Cited by 352
AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY
McAleer, M. (2005) · Econometric Theory · doi:10.1017/s0266466605050140 · Cited by 342
TEMPORAL AGGREGATION OF UNIVARIATE AND MULTIVARIATE TIME SERIES MODELS: A SURVEY
Silvestrini, A., & Veredas, D. (2008) · Journal of Economic Surveys · doi:10.1111/j.1467-6419.2007.00538.x · Cited by 348
Metadata
- Authors
- Comte, F., & Lieberman, O.
- Venue
- Journal of Multivariate Analysis
- Publisher
- Elsevier BV
- Published
- 2003-01
- Volume
- 84
- Issue
- 1
- Pages
- 61-84
- ISSN
- 0047-259X (ISSN-L)
- OpenAlex
- W2012705547
- Cited by
- 299
- References
- 1
- FWCI
- 17.11
- Type
- journal article
- Language
- en
- Open access
- bronze
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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
